An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions
| Year of publication: |
1999
|
|---|---|
| Authors: | Carmona, Philippe ; Petit, Frédérique ; Yor, Marc |
| Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 79.1999, 2, p. 323-333
|
| Publisher: |
Elsevier |